I think it's implied that the Triforce of Courage was all the evidence that was needed to prove that Link was telling the truth... that would explain why the symbol on Link's hand was shown off as it was during the final scene.They tried to arrest Ganondorf is what I'm saying. Zelda just telling the king he is evil because a boy from the future told her is weak. They would need the full story, Zelda herself would take convincing as well. You can't just wave a wand at them and have them believe you.